Hans-Jakob Lüthi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The regularization aspect of optimal-robust conditional value-at-risk portfolios Operations Research Proceedings	2015-03-03	Paper
Robust risk management European Journal of Operational Research	2012-12-29	Paper
On value of flexibility in energy risk management. Concepts, models, solutions Operations Research Proceedings 2006	2011-04-07	Paper
Risk management in power markets: the hedging value of production flexibility European Journal of Operational Research	2009-12-07	Paper
Pivoting in linear complementarity: Two polynomial-time cases Discrete & Computational Geometry	2009-07-24	Paper
Risk management of power portfolios and valuation of flexibility OR Spectrum	2006-11-03	Paper
Convex risk measures for portfolio optimization and concepts of flexibility Mathematical Programming. Series A. Series B	2005-12-14	Paper
scientific article; zbMATH DE number 2065148 (Why is no real title available?)	2004-05-18	Paper
Approximate analytic center quadratic cut method for strongly monotone variational inequalities	2004-01-13	Paper
scientific article; zbMATH DE number 1416197 (Why is no real title available?)	2001-05-20	Paper
scientific article; zbMATH DE number 1487878 (Why is no real title available?)	2001-01-04	Paper
The Analytic Center Quadratic Cut Method for Strongly Monotone Variational Inequality Problems SIAM Journal on Optimization	2000-03-19	Paper
scientific article; zbMATH DE number 1264459 (Why is no real title available?)	1999-07-21	Paper
The Existence of a Short Sequence of Admissible Pivots to an Optimal Basis in LP and LCP International Transactions in Operational Research	1998-08-20	Paper
Linear complementarity problem with upper bounds European Journal of Operational Research	1989-01-01	Paper
On the Solution of Variational Inequalities by the Ellipsoid Method Mathematics of Operations Research	1985-01-01	Paper
Scheduling to Minimize Maximum Workload Management Science	1985-01-01	Paper
scientific article; zbMATH DE number 3914094 (Why is no real title available?)	1984-01-01	Paper
scientific article; zbMATH DE number 3801291 (Why is no real title available?)	1981-01-01	Paper
Komplementaritäts- und Fixpunktalgorithmen in der mathematischen Programmierung, Spieltheorie und Ökonomie Lecture Notes in Economics and Mathematical Systems	1976-01-01	Paper
A simplicial approximation of a solution for the nonlinear complementarity problem Mathematical Programming	1975-01-01	Paper

Research outcomes over time

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